Time Series Analysis of Spot and Future Commodity Market in India During Covid – 19
D. Kalaiarasi, A. Rohini, N. Venkatesa Palanichamy, K. M. Shivakumar, R. Pangayar Selvi, K. Chandra Sekhar
Asian Journal of Agricultural Extension, Economics & Sociology · pp. 989–995 · Published 22 Aug 2023
10.9734/ajaees/2023/v41i92132Abstract
Derivatives are innovative financial instruments in the 21st century to help the market participants in mitigating the risk. Commodity derivatives are not new to the world, but reentered with new face into the fray. In India, derivatives are introduced at first on index and followed by securities and commodities phase wise for the betterment of the markets and the price discovery. The present study explores the association and trend between the Spot and Futures Commodity Derivatives Market in India before and during the Covid – 19 pandemic. The study uses descriptive, trend analysis and correlation analysis. The analysis done by using the MCX four major agriculture and non-agriculture commodities such as Cotton, Mentha oil, Crude oil and Natural gas spot as well as future price. Indian commodity futures market can be used as hedging tool with financial instruments for diversifying the risk during crisis period.
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